CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3025 |
1.3062 |
0.0037 |
0.3% |
1.3276 |
| High |
1.3095 |
1.3110 |
0.0015 |
0.1% |
1.3276 |
| Low |
1.3010 |
1.3026 |
0.0016 |
0.1% |
1.2997 |
| Close |
1.3039 |
1.3048 |
0.0009 |
0.1% |
1.3048 |
| Range |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0279 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
155 |
256 |
101 |
65.2% |
764 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3265 |
1.3094 |
|
| R3 |
1.3229 |
1.3181 |
1.3071 |
|
| R2 |
1.3145 |
1.3145 |
1.3063 |
|
| R1 |
1.3097 |
1.3097 |
1.3056 |
1.3079 |
| PP |
1.3061 |
1.3061 |
1.3061 |
1.3053 |
| S1 |
1.3013 |
1.3013 |
1.3040 |
1.2995 |
| S2 |
1.2977 |
1.2977 |
1.3033 |
|
| S3 |
1.2893 |
1.2929 |
1.3025 |
|
| S4 |
1.2809 |
1.2845 |
1.3002 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3775 |
1.3201 |
|
| R3 |
1.3665 |
1.3496 |
1.3125 |
|
| R2 |
1.3386 |
1.3386 |
1.3099 |
|
| R1 |
1.3217 |
1.3217 |
1.3074 |
1.3162 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3080 |
| S1 |
1.2938 |
1.2938 |
1.3022 |
1.2883 |
| S2 |
1.2828 |
1.2828 |
1.2997 |
|
| S3 |
1.2549 |
1.2659 |
1.2971 |
|
| S4 |
1.2270 |
1.2380 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3276 |
1.2997 |
0.0279 |
2.1% |
0.0103 |
0.8% |
18% |
False |
False |
152 |
| 10 |
1.3488 |
1.2997 |
0.0491 |
3.8% |
0.0086 |
0.7% |
10% |
False |
False |
116 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0082 |
0.6% |
9% |
False |
False |
67 |
| 40 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0066 |
0.5% |
4% |
False |
False |
38 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0044 |
0.3% |
4% |
False |
False |
26 |
| 80 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0035 |
0.3% |
3% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3467 |
|
2.618 |
1.3330 |
|
1.618 |
1.3246 |
|
1.000 |
1.3194 |
|
0.618 |
1.3162 |
|
HIGH |
1.3110 |
|
0.618 |
1.3078 |
|
0.500 |
1.3068 |
|
0.382 |
1.3058 |
|
LOW |
1.3026 |
|
0.618 |
1.2974 |
|
1.000 |
1.2942 |
|
1.618 |
1.2890 |
|
2.618 |
1.2806 |
|
4.250 |
1.2669 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3068 |
1.3054 |
| PP |
1.3061 |
1.3052 |
| S1 |
1.3055 |
1.3050 |
|